+110.5%
CNC vs JD
-9.8%
+120.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.0% | +9.6% | +12.2% |
| 7D | +13.4% | +9.0% | +4.4% | +12.3% |
| 30D | +18.2% | +5.2% | +13.0% | +17.5% |
| 3M | +18.6% | -15.9% | +34.5% | +20.2% |
| 6M | +41.9% | -7.7% | +49.6% | +42.2% |
| YTD | +84.7% | +0.1% | +84.6% | +86.4% |
| 1Y | +110.5% | -9.7% | +120.2% | +130.3% |
| All | +110.5% | -9.8% | +120.3% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling